If you extend the definition of "color spectrum" just enough to also include the ability to detect the polarization of light, then you can very easily determine the location of the Sun at all times during daylight (and dusk) hours, even when it's cloudy. That's again generally "good enough" for a compass.

You can already get magnetic implants which allow one to sense magnetic fields. The implant is effectively a small magnet placed under the nerve center in the tip of one finger. When exposed to a magnetic field the magnet will move, this movement is picked up and interpreted as a novel sense.

I got one of these implants about 6 months and after a 2-3 month acclimatisation period it's fascinating what you can pick up. Although the range is typically very short (normally 6 inches or less) I can feel magnetic fields from things such as the wiring under walls, the motor in my laptops fan and HDD, and sometimes the equipment in my universities physics lab from the outside corridor.

Check out this link for some more information: http://wiki.bme.com/index.php?title=Magnetic_Implant